-63.2%
FLUT vs MCO
+9.9%
-73.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.9% | -7.2% | -5.3% |
| 7D | +4.2% | +10.7% | -6.5% | -2.3% |
| 30D | +8.0% | +17.9% | -9.9% | -2.5% |
| 3M | -22.1% | +9.5% | -31.5% | -26.4% |
| 6M | -21.7% | +18.1% | -39.7% | -29.6% |
| YTD | -62.0% | +4.1% | -66.1% | -63.4% |
| 1Y | -63.2% | +9.3% | -72.5% | -65.7% |
| All | -63.2% | +9.9% | -73.1% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling